-15.9%
ROP vs DVA
+41.6%
-57.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.4% |
| 7D | -6.1% | +2.0% | -8.1% | -6.2% |
| 30D | -3.4% | -0.4% | -3.0% | -3.3% |
| 3M | +16.7% | -7.7% | +24.3% | +17.1% |
| 6M | +8.1% | +20.0% | -11.9% | +7.1% |
| YTD | -11.7% | +61.1% | -72.8% | -14.3% |
| 1Y | -24.2% | +33.9% | -58.1% | -25.3% |
| 3Y | -19.0% | +91.5% | -110.5% | -22.6% |
| 5Y | -15.9% | +41.8% | -57.6% | -16.0% |
| All | -15.9% | +41.6% | -57.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling